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The modulating functions method has been used for the identification of linear and nonlinear systems. In this paper, we generalize this method to the on-line identification of fractional order systems based on the Riemann-Liouville…

Numerical Analysis · Mathematics 2013-03-18 Da-Yan Liu , Taous-Meriem Laleg-Kirati , Olivier Gibaru , Wilfrid Perruquetti

Through introducing a new iterative formula for divided differnce using Neville's and Aitken's algorithms,we study new iterative methods for interpolation,numerical differentiation and numerical integration formulas with arbitrary order of…

Numerical Analysis · Mathematics 2009-09-29 Ramesh Kumar Muthumalai

We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations themselves are driven by a Stratonovich noise. Applications…

Numerical Analysis · Mathematics 2020-02-04 Adrien Laurent , Gilles Vilmart

In this paper, we extend several time reversible numerical integrators to solve the Lorentz force equations from second order accuracy to higher order accuracy for relativistic charged particle tracking in electromagnetic fields. A fourth…

Accelerator Physics · Physics 2017-08-23 Ji Qiang

The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…

Numerical Analysis · Mathematics 2024-03-12 Alexander Ostermann , Nasrin Vaisi

Trigonometric time integrators are introduced as a class of explicit numerical methods for quasilinear wave equations. Second-order convergence for the semi-discretization in time with these integrators is shown for a sufficiently regular…

Numerical Analysis · Mathematics 2017-08-28 Ludwig Gauckler , Jianfeng Lu , Jeremy L. Marzuola , Frédéric Rousset , Katharina Schratz

We extend the notion of variational integrator for classical Euler-Lagrange equations to the fractional ones. As in the classical case, we prove that the variational integrator allows to preserve Noether-type results at the discrete level.

Dynamical Systems · Mathematics 2016-01-14 Loïc Bourdin , Jacky Cresson , Isabelle Greff , Pierre Inizan

We describe a method for calculating the roots of special functions satisfying second order linear ordinary differential equations. It exploits the recent observation that the solutions of a large class of such equations can be represented…

Numerical Analysis · Mathematics 2016-08-05 James Bremer

This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…

Numerical Analysis · Mathematics 2025-08-20 Yanyan Shi , Christian Lubich

This paper introduces an efficient high-order numerical method for solving the 1D stationary Schr\"odinger equation in the highly oscillatory regime. Building upon the ideas from [Arnold, Ben Abdallah, Negulescu, SIAM J. Numer. Anal.,…

Numerical Analysis · Mathematics 2025-04-29 Anton Arnold , Jannis Körner

A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…

Numerical Analysis · Mathematics 2024-10-18 Jiachuan Cao , Buyang Li , Yanping Lin , Fangyan Yao

We consider the numerical integration of the Gross-Pitaevskii equation with a potential trap given by a time-dependent harmonic potential or a small perturbation thereof. Splitting methods are frequently used with Fourier techniques since…

Numerical Analysis · Mathematics 2011-05-02 Philipp Bader , Sergio Blanes

We present a novel methodology for the numerical solution of problems of diffraction by infinitely thin screens in three dimensional space. Our approach relies on new integral formulations as well as associated high-order quadrature rules.…

Analysis of PDEs · Mathematics 2015-06-11 Oscar P. Bruno , Stephane K. Lintner

We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class $C^n$, $n \in \mathbb{N}$, and allow us to…

Classical Analysis and ODEs · Mathematics 2012-10-29 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

We present an extension of a previously developed method employing the formalism of the fractional derivatives to solve new classes of integral equations. This method uses different forms of integral operators that generalizes the…

Mathematical Physics · Physics 2010-07-30 D. Babusci , G. Dattoli , D. Sacchetti

We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…

Mathematical Physics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

We devise a Hybrid High-Order (HHO) method for highly oscillatory elliptic problems that is capable of handling general meshes. The method hinges on discrete unknowns that are polynomials attached to the faces and cells of a coarse mesh;…

Numerical Analysis · Mathematics 2018-06-18 Matteo Cicuttin , Alexandre Ern , Simon Lemaire

Recently, Mboup, Join and Fliess [27], [28] introduced non-asymptotic integer order differentiators by using an algebraic parametric estimation method [7], [8]. In this paper, in order to obtain non-asymptotic fractional order…

Numerical Analysis · Mathematics 2012-07-03 Dayan Liu , Olivier Gibaru , Wilfrid Perruquetti

Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua

Different possible sources are discussed for enhancement of the calculation time when solving ordinary differential equations systems to forecast space objects' motion. This paper presents an approach for building an integrator of ordinary…

Space Physics · Physics 2010-03-02 Atanas Marinov Atanassov
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